Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 0.75% | 53.43 % | 53.83 % | 374'000 | 371'000 | 368'937 | 366'172 | 199'738 CHF | 199'734 CHF | 99.95% | 99.95% |
19.11.2024 | 0.75% | 54.48 % | 54.89 % | 367'000 | 364'000 | 366'560 | 363'827 | 199'725 CHF | 199'728 CHF | 99.98% | 99.98% |
18.11.2024 | 0.75% | 54.27 % | 54.68 % | 368'000 | 365'000 | 367'252 | 364'522 | 199'721 CHF | 199'730 CHF | 99.95% | 99.95% |
15.11.2024 | 0.74% | 54.54 % | 54.95 % | 366'000 | 363'000 | 363'597 | 360'892 | 199'709 CHF | 199'703 CHF | 99.91% | 99.91% |
14.11.2024 | 0.75% | 55.31 % | 55.73 % | 361'000 | 358'000 | 366'102 | 363'370 | 199'717 CHF | 199'722 CHF | 99.94% | 99.94% |
13.11.2024 | 0.75% | 54.78 % | 55.19 % | 365'000 | 362'000 | 361'166 | 358'444 | 199'725 CHF | 199'711 CHF | 99.98% | 99.98% |
12.11.2024 | 0.75% | 56.10 % | 56.52 % | 356'000 | 353'000 | 343'743 | 341'172 | 199'707 CHF | 199'705 CHF | 99.93% | 99.93% |
11.11.2024 | 0.75% | 66.74 % | 67.24 % | 299'000 | 297'000 | 299'117 | 296'903 | 199'652 CHF | 199'664 CHF | 99.95% | 99.95% |
08.11.2024 | 0.74% | 65.78 % | 66.27 % | 304'000 | 301'000 | 303'190 | 300'981 | 199'664 CHF | 199'691 CHF | 99.95% | 99.95% |
07.11.2024 | 0.75% | 66.54 % | 67.04 % | 300'000 | 298'000 | 299'233 | 296'982 | 199'688 CHF | 199'678 CHF | 99.95% | 99.95% |